2017-08-18 |
MARKET DATA |
No 158 (3191) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
742,50 |
741,26 |
30 |
720,00 |
719,67 |
2 |
1 462,50 |
1 460,93 |
32 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
DS1017 |
PL0000104543 |
100,68 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,55 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,19 |
98,16 |
98,190 |
98,200 |
98,190 |
98,200 |
98,200 |
330 000 |
324,06 |
5 |
OK0419 |
PL0000109633 |
97,16 |
91,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,73 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,73 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,64 |
93,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,40 |
106,35 |
109,400 |
109,400 |
109,400 |
109,400 |
109,400 |
100 000 |
113,73 |
1 |
PS0421 |
PL0000108916 |
98,83 |
95,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,61 |
97,51 |
97,580 |
97,610 |
97,580 |
97,610 |
97,604 |
150 000 |
146,61 |
8 |
DS1021 |
PL0000106670 |
113,03 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,41 |
98,30 |
98,320 |
98,420 |
98,320 |
98,420 |
98,372 |
62 500 |
61,94 |
10 |
WS0922 |
PL0000102646 |
114,53 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,77 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,46 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,89 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,40 |
94,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,25 |
93,04 |
93,150 |
93,250 |
93,150 |
93,250 |
93,183 |
15 000 |
14,01 |
2 |
WS0428 |
PL0000107611 |
93,31 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,51 |
124,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,40 |
132,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,85 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,25 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,15 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,15 |
95,24 |
95,080 |
95,080 |
95,050 |
95,050 |
95,054 |
85 000 |
80,91 |
4 |
TOTAL |
742 500 |
741,26 |
30 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
30AUG17 |
PL0000005005 |
8 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,61 |
1,44 |
1,32 |
101,57 |
1,38 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,53 |
1,44 |
100,92 |
1,49 |
OK1018 |
PL0000109062 |
98,10 |
98,20 |
1,65 |
1,56 |
98,15 |
1,60 |
WZ0119 |
PL0000107603 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
97,09 |
97,21 |
1,78 |
1,70 |
97,15 |
1,74 |
PS0719 |
PL0000108148 |
102,64 |
102,75 |
1,84 |
1,78 |
102,70 |
1,81 |
DS1019 |
PL0000105441 |
107,63 |
107,73 |
1,88 |
1,84 |
107,68 |
1,86 |
WZ0120 |
PL0000108601 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,53 |
98,63 |
2,07 |
2,03 |
98,58 |
2,05 |
DS1020 |
PL0000106126 |
109,30 |
109,41 |
2,18 |
2,15 |
109,36 |
2,16 |
WZ0121 |
PL0000106068 |
99,38 |
99,58 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,85 |
2,37 |
2,33 |
98,77 |
2,35 |
PS0721 |
PL0000109153 |
97,42 |
97,58 |
2,45 |
2,40 |
97,50 |
2,42 |
DS1021 |
PL0000106670 |
112,87 |
113,11 |
2,46 |
2,41 |
112,99 |
2,44 |
PS0422 |
PL0000109492 |
98,19 |
98,37 |
2,66 |
2,62 |
98,28 |
2,64 |
WS0922 |
PL0000102646 |
114,35 |
114,63 |
2,69 |
2,64 |
114,49 |
2,66 |
WZ1122 |
PL0000109377 |
97,98 |
98,21 |
--- |
--- |
98,10 |
--- |
IZ0823 |
PL0000105359 |
108,38 |
109,65 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
106,29 |
106,59 |
2,87 |
2,82 |
106,44 |
2,85 |
WZ0124 |
PL0000107454 |
96,94 |
97,27 |
--- |
--- |
97,11 |
--- |
DS0725 |
PL0000108197 |
100,61 |
100,88 |
3,16 |
3,12 |
100,75 |
3,14 |
WZ0126 |
PL0000108817 |
94,91 |
95,29 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,09 |
94,44 |
3,27 |
3,22 |
94,27 |
3,25 |
DS0727 |
PL0000109427 |
92,92 |
93,21 |
3,35 |
3,31 |
93,07 |
3,33 |
WS0429 |
PL0000105391 |
124,12 |
124,88 |
3,23 |
3,16 |
124,50 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,54 |
101,62 |
1,43 |
1,31 |
101,58 |
1,37 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,50 |
1,42 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,16 |
98,23 |
1,59 |
1,53 |
98,20 |
1,56 |
WZ0119 |
PL0000107603 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
97,14 |
97,23 |
1,75 |
1,69 |
97,19 |
1,72 |
PS0719 |
PL0000108148 |
102,71 |
102,82 |
1,80 |
1,75 |
102,77 |
1,77 |
DS1019 |
PL0000105441 |
107,70 |
107,83 |
1,85 |
1,79 |
107,77 |
1,82 |
WZ0120 |
PL0000108601 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,60 |
98,72 |
2,04 |
1,99 |
98,66 |
2,02 |
DS1020 |
PL0000106126 |
109,36 |
109,47 |
2,16 |
2,13 |
109,42 |
2,15 |
WZ0121 |
PL0000106068 |
99,43 |
99,66 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,92 |
2,34 |
2,31 |
98,86 |
2,32 |
PS0721 |
PL0000109153 |
97,55 |
97,65 |
2,41 |
2,38 |
97,60 |
2,40 |
DS1021 |
PL0000106670 |
113,00 |
113,24 |
2,43 |
2,38 |
113,12 |
2,41 |
PS0422 |
PL0000109492 |
98,32 |
98,44 |
2,63 |
2,61 |
98,38 |
2,62 |
WS0922 |
PL0000102646 |
114,51 |
114,76 |
2,66 |
2,61 |
114,64 |
2,63 |
WZ1122 |
PL0000109377 |
98,06 |
98,30 |
--- |
--- |
98,18 |
--- |
IZ0823 |
PL0000105359 |
108,44 |
109,54 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
106,42 |
106,71 |
2,85 |
2,80 |
106,57 |
2,82 |
WZ0124 |
PL0000107454 |
97,09 |
97,36 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
100,82 |
101,03 |
3,13 |
3,10 |
100,93 |
3,11 |
WZ0126 |
PL0000108817 |
95,05 |
95,35 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,52 |
3,24 |
3,21 |
94,43 |
3,23 |
DS0727 |
PL0000109427 |
93,14 |
93,32 |
3,32 |
3,30 |
93,23 |
3,31 |
WS0429 |
PL0000105391 |
124,24 |
124,98 |
3,22 |
3,15 |
124,61 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
120 |
TOTAL |
120 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,480 |
1,480 |
1,480 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.